On homogenization of time-dependent random flows

被引：0
|
作者：
Tomasz Komorowski
Stefano Olla
机构：
[1] Instytut Matematyki,
[2] UMCS,undefined
[3] pl. Marii Curie Skłowskiej 1,undefined
[4] 20-031 Lublin,undefined
[5] Poland. e-mail: komorow@golem.umcs.lublin.pl,undefined
[6] Département de Mathématiques,undefined
[7] Université de Cergy-Pontoise,undefined
[8] 2 avenue A.Chauvin,undefined
[9] B.P. 222,undefined
[10] Pontoise,undefined
[11] F-95302 Cergy-Pontoise Cedex,undefined
[12] France. e-mail: olla@math.u-cergy.fr,undefined
来源：
Probability Theory and Related Fields | 2001年 / 121卷
关键词：
Mathematics Subject classification (2000): Primary 60F17, 35B27; Secondary 60G44; Key words or phrases: Invariance principle – Homogenization – Martingale;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We study a diffusion with a random, time dependent drift. We prove the invariance principle when the spectral measure of the drift satisfies a certain integrability condition. This result generalizes the results of [13, 7].
引用
收藏
页码：98 / 116
页数：18
相关论文
共 50 条
  • [41] TIME-DEPENDENT THEORIES OF STRAIT AND SILL FLOWS
    WHITEHEA.JA
    BULLETIN OF THE AMERICAN PHYSICAL SOCIETY, 1974, 19 (10): : 1153 - 1153
  • [42] Secondary structures in time-dependent rotating flows
    Vatazhin, A. B.
    Gus'kov, O. V.
    FLUID DYNAMICS, 2010, 45 (01) : 39 - 49
  • [43] Convergence rates in parabolic homogenization with time-dependent periodic coefficients
    Geng, Jun
    Shen, Zhongwei
    JOURNAL OF FUNCTIONAL ANALYSIS, 2017, 272 (05) : 2092 - 2113
  • [44] A random time-dependent noncooperative equilibrium problem
    Barbagallo, Annamaria
    Lo Bianco, Serena Guarino
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2023, 84 (01) : 27 - 52
  • [45] Stochastic acceleration in a random time-dependent potential
    Soret, E.
    De Bievre, S.
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2015, 125 (07) : 2752 - 2785
  • [46] A random time-dependent noncooperative equilibrium problem
    Annamaria Barbagallo
    Serena Guarino Lo Bianco
    Computational Optimization and Applications, 2023, 84 : 27 - 52
  • [47] Time-dependent diffusion in a random correlated potential
    Zhou, Y
    Bao, JD
    PHYSICAL REVIEW E, 2006, 73 (03):
  • [48] Survival probabilities in time-dependent random walks
    Nakar, E
    Hod, S
    PHYSICAL REVIEW E, 2004, 70 (01): : 016116 - 1
  • [49] The Random Feature Method for Time-Dependent Problems
    Chen, Jing-Run
    Weinan, E.
    Luo, Yi-Xin
    EAST ASIAN JOURNAL ON APPLIED MATHEMATICS, 2023, 13 (03) : 435 - 463
  • [50] Robustness of time reversal for waves in time-dependent random media
    Vigo, DGA
    Fouque, JP
    Garnier, J
    Nachbin, A
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2004, 113 (02) : 289 - 313
12345